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Dive into the research topics where Andreas Eberle is active.

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Featured researches published by Andreas Eberle.


Journal de Mathématiques Pures et Appliquées | 2002

Absence of spectral gaps on a class of loop spaces

Andreas Eberle

Abstract Let M be a compact simply connected Riemannian manifold which contains a non-trivial closed geodesic γ such that the curvature is constant and strictly negative in a neighbourhood of γ . We show that in this case a Poincare inequality for the H 1 gradient on the free loop space C ( S 1 , M ) endowed with Bismut measure does not hold. Similar results hold w.r.t. more general metrics, and also on based loop spaces with base point close to γ . A key ingredient in the proofs is a result which shows that in a certain sense, the concentration of a Brownian bridge on hyperbolic space near the geodesic joining the end points x and y increases rapidly as d ( x , y )→∞.


Probability Theory and Related Fields | 2016

Reflection couplings and contraction rates for diffusions

Andreas Eberle

We consider contractivity for diffusion semigroups w.r.t. Kantorovich (


Lecture Notes in Mathematics | 1999

Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators

Andreas Eberle


Comptes Rendus Mathematique | 2011

Reflection coupling and Wasserstein contractivity without convexity

Andreas Eberle

L^1


arXiv: Probability | 2006

CONVERGENCE OF SEQUENTIAL MARKOV CHAIN MONTE CARLO METHODS: I. NONLINEAR FLOW OF PROBABILITY MEASURES

Andreas Eberle; Carlo Marinelli


Annals of Applied Probability | 2014

Error bounds for Metropolis–Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

Andreas Eberle

L1 Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown that by appropriate explicit choices of the underlying distance, contractivity with rates of close to optimal order can be obtained in several fundamental classes of examples where contractivity w.r.t. standard Wasserstein distances fails. Applications include overdamped Langevin diffusions with locally non-convex potentials, products of these processes, and systems of weakly interacting diffusions, both of mean-field and nearest neighbour type.


Probability Theory and Related Fields | 2013

Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods

Andreas Eberle; Carlo Marinelli


Journal de Mathématiques Pures et Appliquées | 2003

Local spectral gaps on loop spaces

Andreas Eberle


Transactions of the American Mathematical Society | 2018

Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes

Andreas Eberle; Arnaud Guillin; Raphael Zimmer


Journal of Mathematical Analysis and Applications | 2010

Lp estimates for Feynman–Kac propagators with time-dependent reference measures

Andreas Eberle; Carlo Marinelli

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Carlo Marinelli

University College London

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Arnaud Guillin

Blaise Pascal University

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